+214.8%
SAP vs CDW
+303.2%
-88.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -3.8% |
| 7D | -0.7% | +2.1% | -2.8% | -1.8% |
| 30D | +11.1% | +14.7% | -3.7% | +4.7% |
| 3M | +17.0% | +11.1% | +5.9% | +10.8% |
| 6M | +34.8% | +45.6% | -10.7% | +13.9% |
| YTD | -2.2% | +17.1% | -19.3% | -11.7% |
| 1Y | -6.4% | +13.2% | -19.6% | -14.4% |
| 3Y | +75.1% | -22.2% | +97.3% | +81.7% |
| 5Y | +69.8% | -10.1% | +79.9% | +61.6% |
| All | +214.8% | +303.2% | -88.4% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling